This workshop serves to bring into focus the fundamental aim of the jumbo program by both a) showcasing the spectacular progress in recent years in the study of both nonlinear dispersive as well as stochastic partial differential equations and b) bringing to the fore the key challenges for the future in quantitatively analyzing the dynamics of solutions arising from the flows generated by deterministic and non-deterministic evolution differential equations, or dynamical evolution of large physical systems.
During the two weeks long workshop, we intertwine talks on a wide array of topics by some of the key researchers in both communities and aim at highlighting the most salient ideas, proofs and questions which are important and fertile for `cross-pollination’ between PDE and SPDE. Topics include: Global dynamics and singularity formation for geometric and physical nonlinear wave and dispersive models (critical and supercritical regimes); dynamics of infinite dimensional systems (critical phenomena, multi scale dynamics and metastability); symplectic structures of infinite dimensional dynamical systems; randomization and long time dynamics, invariant Gibbs and weighted Wiener measures; derivation of effective dynamics in quantum systems; weak turbulence phenomena; optimization and learning algorithms: distributed, stochastic and parallel.
Week 1 Photo:
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Week 2 Photo
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The Organizers of the workshop
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This workshop serves to bring into focus the fundamental aim of the jumbo program by both a) showcasing the spectacular progress in recent years in the study of both nonlinear dispersive as well as stochastic partial differential equations and b) bringing to the fore the key challenges for the future in quantitatively analyzing the dynamics of solutions arising from the flows generated by deterministic and non-deterministic evolution differential equations, or dynamical evolution of large physical systems.

During the two weeks long workshop, we intertwine talks on a wide array of topics by some of the key researchers in both communities and aim at highlighting the most salient ideas, proofs and questions which are important and fertile for `cross-pollination’ between PDE and SPDE. Topics include: Global dynamics and singularity formation for geometric and physical nonlinear wave and dispersive models (critical and supercritical regimes); dynamics of infinite dimensional systems (critical phenomena, multi scale dynamics and metastability); symplectic structures of infinite dimensional dynamical systems; randomization and long time dynamics, invariant Gibbs and weighted Wiener measures; derivation of effective dynamics in quantum systems; weak turbulence phenomena; optimization and learning algorithms: distributed, stochastic and parallel.

To apply for funding, you must register by the funding application deadline displayed above.

Students, recent Ph.D.'s, women, and members of underrepresented minorities are particularly encouraged to apply. Funding awards are typically made 6 weeks before the workshop begins. Requests received after the funding deadline are considered only if additional funds become available.

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In this talk, we consider kinetic equations containing random
terms. The kinetic models contain a small parameter and it is well
known that, after scaling, when this parameter goes to zero the limit
problem is a diffusion equation in the PDE sense, ie a parabolic equation
of second order. A smooth noise is added, accounting for external perturbation.
It scales also with the small parameter. It is expected that the limit
equation is then a stochastic parabolic equation where the noise is in
Stratonovitch form.
Our aim is to justify in this way several SPDEs commonly used.
We first treat linear equations with multiplicative noise. Then show how
to extend the methods to nonlinear equations or to the more physical
case of a random forcing term.
The results have been obtained jointly with S. De Moor and J. Vovelle

We prove that the flow of the mass-critical NLS in two dimensions cannot squeeze a ball in $L^2$ into a cylinder of lesser radius. This is a PDE analogue of Gromov's non-squeezing theorem for an infinite-dimensional Hamiltonian PDE in infinite volume. This is joint work with R. Killip and X. Zhang

By a classical result of Bertoin, if initially a solution to Burgers' equation is a Levy process without positive jumps, then this property persists at later times. According to a theorem of Groeneboom, a white noise initial data also leads to a Levy process at positive times. Menon and Srinivasan observed that in both aforementioned results the evolving Levy measure satisfies a Smoluchowski–type equation. They also conjectured that a similar phenomenon would occur if instead of Burgers' equation, we solve a general scalar conservation law with a convex flux function. Though a Levy process may evolve to a Markov process that in most cases is not Levy. The corresponding jump kernel would satisfy a generalized Smoluchowski equation. Along with Dave Kaspar, we show that a variant of this conjecture is true for monotone solutions to scalar conservation laws. I also formulate some open question concerning the analogous questions for Hamilton-Jacobi PDEs in higher dimensions

I shall present some recent work done in collaboration with F. De la Hoz about the the evolution of regular polygons within the so-called Vortex Filament Equation. Each corner of the polygon generates some Kelvin waves that interact in a non-linear way that is closely related to the (linear) Talbot effect in optics.

The question of the possible connection between the Talbot effect and turbulence will be also addressed, and in particular the appearance of multi-fractals and their relation with the so called Frisch-Parisi conjecture.

On two-dimensional gravity water waves with angled crests
Sijue Wu (University of Michigan)

Location

MSRI: Simons Auditorium

Video

Abstract

In this talk, I will present our recent work on the local in time existence of two-dimensional gravity water waves with angled crests. Specifically, we construct an energy functional $E(t)$ that allows for angled crests in the interface. We show that for any initial data satisfying $E(0)<\infty$, there is $T>0$, depending only on $E(0)$, such that the water wave system is solvable for time $t\in [0, T]$. Furthermore we show that for any smooth initial data, the unique solution of the 2d water wave system remains smooth so long as $E(t)$ remains finite.

Focusing on settings that are consistent with semi-flows defined by
dissipative parabolic PDEs, I will discuss some first steps toward
building a dynamical systems theory, in particular a theory of chaotic
systems, for maps and semi-flows in Hilbert and Banach spaces.
I will survey known results and present recent progress, including
theorems on Lyapunov exponents, periodic solutions and horseshoes,
entropy formula and SRB measures, and a notion of “almost every”
initial condition that is natural to the underlying dynamics. Technical
differences between finite and infinite dimensions will also be discussed

I will talk about the micro-canonical invariant measure for the discrete nonlinear Schrödinger equation on a torus in the mass-subcritical regime, and prove that a random function drawn from this measure is close to the ground state soliton with high probability. This proves that “almost all” ergodic components of this flow have the property of convergence to a soliton in the long run, which is a statistical variant of what is sometimes called the soliton resolution conjecture

We study the long time dynamics of solutions to nonlinear Schrodinger equations with periodic boundary conditions as the length of the period becomes infinite. We isolate the effects of resonant interactions and derive new evolution equations whose dynamics approximate the long time dynamics of localized solutions. We will show that this approximation is valid on a long time scale determined by the size of the solution and the length of the period.

The point of this talk is to show how certain well-posedness results that are not available using deterministic techniques involving Fourier and harmonic analysis

can be obtained when introducing randomization in the set of initial data. Along the way I will also prove a certain “probabilistic propagation of regularity” for certain almost sure globally well-posed dispersive equations. This talk is based on joint work with A. Nahmod

We introduce the theory of wave turbulence as a systematic approach to studying the energy distribution across scales in nonlinear dispersive PDE. This is done by deriving an effective equation for the energy density of the system in a statistical setting, by taking weak nonlinearity and infinite volume limits. The resulting equation is called the “wave kinetic equation”, and it gives, at a formal level, a lot of insight into the out-of-equilibrium dynamics and statistics of nonlinear dispersive systems. The fundamental problem here is to give a rigorous derivation of this formally derived equation. Without any stochastic element in the system, such problems are often too difficult to resolve (even in much simpler ODE settings). We will show how this equation can be derived starting from the nonlinear Schrodinger equation on a large torus, in the presence of an appropriate random force, and in the weakly nonlinear infinite volume limit. This is joint work with Isabelle Gallagher and Pierre Germain

I will try to explain, starting from the historical papers, what has been understood (and not understood) from a rigorous point of view, about classical Hamiltonian systems. For example a chain of massive bodies, or a coupled set of rotators, which are driven out of equilibrium by stochastic forces acting on the ends of the chain

We consider a tagged particle in a diluted gas of hard spheres. Starting from the hamiltonian dynamics of particles in the Boltzmann-Grad limit, we will show that the tagged particle follows a Brownian motion after an appropriate rescaling. We use the linear Boltzmann equation as an intermediate level of description for one tagged particle in a gas close to global equilibrium

From particles to linear hydrodynamic equations
Isabelle Gallagher (Institut de Mathematiques de Jussieu)

Location

MSRI: Simons Auditorium

Video

Abstract

We derive the linear acoustic and Stokes-Fourier equations as the limiting dynamics of a system of hard spheres in a diluted gas in two space dimensions. We assume the system is initially close to equilibrium and we use the linearized Boltzmann equation as an intermediate step.

The water wave model describes the evolution of a flat interface between air and an inviscid, incompressible fluid. It is known that (in 3D), if one considers the action of either gravity or surface tension alone, small localized perturbations of a flat interface lead to global solutions that scatter back to equilibrium, in a joint work with Y. Deng, A. Ionescu and F. Pusateri, we show that this remains true when one considers both forces.

I will discuss some recent work, joint with Yu Deng, Benoit Pausader, and Fabio Pusateri, on the construction of global solutions of several water wave models. Our work concerns mainly the gravity-capillary model in 3D. I will also discuss the more general two-fluid interface problem

We will review some recent results on the stochastic Landau-Lifshitz equation which models temperature effects on magnetization dynamics in micro-magnetism. The particularity of the model is the geometric constraint the magnetization is a unit vector — which makes the equation nonlinear. The associated stochastic partial differential equation, taking account of temperature effects, has known some recent improvements, from the point of view of mathematical analysis as well as numerical analysis, but still offers a lot of open problems

We consider a (general) strictly convex domain in R^d of dimension d>1 and we describe dispersion for both wave and Schrödinger equations with Dirichlet boundary condition. If d=2 or d=3 we show that dispersion does hold like in the flat case, while for d>3, we show that there exist strictly convex obstacles for which a loss occur with respect to the boundary less case (such an optimal loss is obtained by explicit computations).

In this talk (essentially based in a joint work with Tristan Roy), I will review some recent results about the blow-up of the scale-invariant Sobolev norm for nonlinear wave equations in space dimension 3.

Second microlocalization and stabilization of damped wave equations on tori
Nicolas Burq (Université de Paris XI)

Location

MSRI: Simons Auditorium

Video

Abstract

We consider the question of stabilization for the damped wave equation on tori
$$(\partial_t^2 -\Delta )u +a(x) \partial _t u =0.$$
When the damping coefficient $a(x)$ is continuous the question is quite well understood and the geometric control condition is necessary and sufficient for uniform (hence exponential) decay to hold. When $a(x)$ is only $L^{\infty}$ there are still gaps in the understanding.
Using second microlocalization we completely solve the question for
Damping coefficients of the form
$$a(x)=\sum_{i=1}^{J} a_j 1_{x\in R_j},$$
Where $R_j$ are cubes.
This is a joint work with P. Gérard

The prototypical problem of data assimilation is weather forecasting. The goal is to provide state predictions for nonlinear and extremely high dimensional models, the novelty is to determine how best to guide these predictions using the now vast amounts of observational data that is available to forecasters. Most data assimilation algorithms have been developed within the applied sciences, notably in meteorology. As a consequence these algorithms sit on little to no mathematical foundation, instead they are ad hoc methods whereby well-understood algorithms are tweaked to make them more suitable to the given problem. Nevertheless, numerical evidence suggests that these algorithms work - they often possess mathematically well understood properties, such as filter accuracy (tracking the right signal) and stability (ergodicity).

We will discuss two roles that mathematicians can play in this field: 1 - to develop understanding of the mathematics behind seemingly ad hoc forecasting algorithms and 2 - to use this understanding to propose new algorithms that are strongly backed by theory.

This is based on several joint works with Andy Majda, Andrew Stuart and Xin Tong.

I will show how a new class of KdV-type equations can be derived from Schrodinger maps with a constraining potential in the long wave limit. This gives a general framework encompassing long waves limits for Gross-Pitaevski and Landau-Lifschitz equations. This is joint work with Frederic Rousset.

Hitting questions play a central role in the theory of Markov processes. For example, it is well known that Brownian motion hits points in one dimension, but not in higher dimensions. For a general Markov process, we can determine whether the process hits a given set in terms of potential theory. There has also been a huge amount of work on the related question of when a process has multiple points.

For SPDE, much less is known, but there have been a growing number of papers on the topic in recent years. Potential theory provides an answer in principle. But unfortunately, solutions to SPDE are infinite dimensional processes, and the potential theory is intractible. As usual, the critical case is the most difficult.

We will give a brief survey of known results, followed by a discussion of an ongoing project with R. Dalang, Y. Xiao, and S. Tindel which promises to answer questions about hitting points and the existence of multiple points in the critical case

The cubic Dirac equation in $H^\frac12(\R^2)$
Ioan Bejenaru (University of California, San Diego)

Location

MSRI: Simons Auditorium

Video

Abstract

Global well-posedness and scattering for the cubic Dirac equation with small initial data in the critical space $H^{\frac12}(\R^2)$ is established. The proof is based on a sharp endpoint Strichartz estimate for the Klein-Gordon equation in dimension $n=2$, which is captured by constructing an adapted systems of coordinate frames. This is joint work with S. Herr.